EARNINGS YIELDS, MARKET VALUES, AND STOCK RETURNS

被引：147

作者：

JAFFE, J

KEIM, DB

WESTERFIELD, R

机构：

来源：

JOURNAL OF FINANCE | 1989年 / 44卷 / 01期

关键词：

D O I：

10.2307/2328279

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：135 / 148

页数：14

共 15 条

[1] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J].

BANZ, RW .

JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) :3-18

[2]

BANZ RW, 1986, J FINANC, V41, P779

[3] INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS [J].

BASU, S .

JOURNAL OF FINANCE, 1977, 32 (03) :663-682

[4] THE RELATIONSHIP BETWEEN EARNINGS YIELD, MARKET VALUE AND RETURN FOR NYSE COMMON-STOCKS - FURTHER EVIDENCE [J].

BASU, S .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :129-156

[5] PRICE, BETA, AND EXCHANGE LISTING [J].

BLUME, ME ;

HUSIC, F .

JOURNAL OF FINANCE, 1973, 28 (02) :283-299

[6] BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT [J].

BLUME, ME ;

STAMBAUGH, RF .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) :387-404

[7] STOCK RETURNS AND DIVIDEND YIELDS - SOME MORE EVIDENCE [J].

BLUME, ME .

REVIEW OF ECONOMICS AND STATISTICS, 1980, 62 (04) :567-577

[8] NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES [J].

BROWN, P ;

KLEIDON, AW ;

MARSH, TA .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :33-56

[9] SIZE AND EARNINGS PRICE RATIO ANOMALIES - ONE EFFECT OR 2 [J].

COOK, TJ ;

ROZEFF, MS .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (04) :449-466

[10]

FAMA E, 1973, J POLITICAL EC, V91, P607

← 1 2 →